"Reconfigurable Control Variate Monte-Carlo Designs for Pricing Exotic Options."

Anson H. T. Tse et al. (2010)

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DOI: 10.1109/FPL.2010.46

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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Anson H. T. Tse, David B. Thomas, Kuen Hung Tsoi, Wayne Luk:
Reconfigurable Control Variate Monte-Carlo Designs for Pricing Exotic Options. FPL 2010: 364-367

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